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~isPartOf:"Annals of finance"
~isPartOf:"International journal of financial engineering"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Markov-Kette
Option trading
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51
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36
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Arai, Takuji
1
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Dileep N.
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Annals of finance
International journal of financial engineering
The journal of futures markets
42
International journal of theoretical and applied finance
38
Review of derivatives research
25
International review of economics & finance : IREF
24
Quantitative finance
23
Applied mathematical finance
21
Finance research letters
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19
European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
14
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13
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12
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11
Finanzmarkt und Portfolio-Management
11
Journal of economic dynamics & control
11
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11
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9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
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9
Insurance / Mathematics & economics
8
Journal of financial markets
8
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7
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7
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7
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7
The journal of computational finance
7
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ECONIS (ZBW)
27
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1
Maximal submarkets that replicate any option
Polyrakis, Ioannis A.
;
Xanthos, Foivos
- In:
Annals of finance
7
(
2011
)
3
,
pp. 407-423
Persistent link: https://www.econbiz.de/10009248116
Saved in:
2
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
3
Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
4
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
5
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
6
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
7
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
8
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
9
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
10
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
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